AI RESEARCH
Bias-Corrected Adaptive Conformal Inference for Multi-Horizon Time Series Forecasting
arXiv CS.LG
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ArXi:2604.13253v1 Announce Type: new Adaptive Conformal Inference (ACI) provides distribution-free prediction intervals with asymptotic coverage guarantees for time series under distribution shift. However, ACI only adapts the quantile threshold -- it cannot shift the interval center. When a base forecaster develops persistent bias after a regime change, ACI compensates by widening intervals symmetrically, producing unnecessarily conservative bands.